Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231141.5373 | 188623.5869 | 42517.9504 | 30776.4803 | 79356.5541 | -48580.0738 |
Total P&L (%) | 231.1415 | 188.6236 | 42.518 | 30.7765 | 79.3566 | -48.5801 |
Avg Daily Profit (%) | 0.163 | 0.133 | 0.03 | 0.0189 | 0.0412 | -0.0469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134142 | -68421 | -103524 | -325950 | -160126 | -260288 |
Profit Factor | 1.3816 | 1.6228 | 1.1404 | 1.0257 | 1.1388 | 0.9221 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 53.1746 | 52.381 | 53.9683 | 53.1746 | 52.381 | 53.9683 |
Ratio Avg Win / Avg Loss | 1.2166 | 1.4752 | 0.9727 | 0.9033 | 1.0352 | 0.7865 |
Largest Winning Trade | 168881 | 168881 | 47238 | 153105 | 153105 | 66324 |
Largest Losing Trade | -33993 | -33624 | -33993 | -89096 | -76970 | -89096 |
Avg Bars in Trades | 32 | 37 | 27 | 32 | 37 | 27 |
Avg Bars in Winners | 34 | 31 | 36 | 34 | 31 | 36 |
Avg Bars in Losers | 30 | 44 | 16 | 30 | 44 | 16 |
Bars Traded | 4080 | 2361 | 1720 | 4080 | 2361 | 1720 |
Profit Streak | 0 | 0 | 75.5859 | 0 | 0 | 75.5859 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310794 | -159855 | -367895 | -363744 | -352117 | -726108 |
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{ "first_band": { "type": "rma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 65, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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